-32.0%
APP vs CCJ
-19.9%
-12.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +1.6% |
| 7D | +48.9% | +3.7% | +45.3% | +46.4% |
| 30D | +49.4% | -13.7% | +63.1% | +58.5% |
| 3M | +27.0% | -24.7% | +51.7% | +41.1% |
| 6M | -15.4% | -38.1% | +22.7% | +0.9% |
| YTD | -39.9% | -18.8% | -21.2% | -34.2% |
| 1Y | -32.0% | -19.5% | -12.4% | -25.1% |
| All | -32.0% | -19.9% | -12.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling